Sen. Mike Lee (R-Utah) said Wednesday that constituents shouldn't be surprised by the Internal Revenue Service's targeting of conservative groups ahead of the 2012 election, given the "behemoth" that is the federal government.

In an interview on "The Laura Ingraham Show," Lee said that the IRS scandal was yet another indication that "our federal government is out of control."

"This is appalling, this is horrible. And this is something that sadly, should not be terribly surprising to us," Lee said. "Look, when we create this massive behemoth that is our federal government, this is the kind of thing that is going to happen."

Lee said that with big government comes great risk of infringement on privacy. He called for a more limited government "that our founding fathers had in mind."

"This whole scandal, this whole series of scandals, is confirming our greatest fears," Lee said. "Your government is spying on you. Your government is lying to you. And your government is targeting you for partisan political purposes."

Lee also spoke out on immigration reform, expressing his discontent with the current Senate bill.

"One of my frustrations with this bill is that it precedes with the idea that we can't get any of it done unless we can get all of it done," Lee said. "And that's just absolutely nonsensical to say that."